+2.0%
RDW vs Z
-77.5%
+79.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -3.6% |
| 7D | +0.9% | -6.0% | +6.9% | +2.6% |
| 30D | -21.3% | -2.3% | -19.0% | -21.4% |
| 3M | -37.9% | -0.6% | -37.2% | -39.0% |
| 6M | +12.3% | -27.6% | +39.9% | +21.6% |
| YTD | +39.7% | -52.4% | +92.1% | +74.2% |
| 1Y | +25.7% | -63.6% | +89.3% | +71.5% |
| 3Y | +230.8% | -36.4% | +267.2% | +264.3% |
| 5Y | -8.8% | -64.6% | +55.8% | -3.1% |
| All | +2.0% | -77.5% | +79.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling